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A model of financial markets with default and the role of "ex-ante" redundant assets



A model of financial markets with default and the role of "ex-ante" redundant assets

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Document Type: Working paper
Date: 1994-01-01
This document is associated with a Creative Common license L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons
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